Ruin probability in the continuous-time compound binomial model with investment (Q902319)
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scientific article; zbMATH DE number 6531561
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| English | Ruin probability in the continuous-time compound binomial model with investment |
scientific article; zbMATH DE number 6531561 |
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Ruin probability in the continuous-time compound binomial model with investment (English)
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15 January 2016
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continuous-time compound binomial model
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investment
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ruin probability
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Lundberg bounds
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0.8321402668952942
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0.8159006237983704
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0.8064561486244202
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0.8021212816238403
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0.7973306775093079
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